Summary
FELG
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return 15.89% Volatility 15.49% Sharpe 1.68
Official loaded data — not a live quote.

FIDELITY ENHANCED LARGE CAP GROWTH ETF

Symbol: FELG

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 19/04/2007

Latest date: 16/07/2026

Current price: $43.25

Expense ratio: 0.18%

Assets under management
$5.7B
-1.12% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.97%

Ann. 112.56% (Sharpe / Sortino numerator)

Volatility

11.27%

Sharpe ratio

9.664

VaR 95%

-0.75%

CVaR 95%: -0.96%
Max drawdown: -2.35%
Sortino ratio: 17.890
Calmar ratio: 47.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.73%

Ann. 66.90% (Sharpe / Sortino numerator)

Volatility

18.16%

Sharpe ratio

3.485

VaR 95%

-1.76%

CVaR 95%: -2.07%
Max drawdown: -9.17%
Sortino ratio: 5.795
Calmar ratio: 7.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.31%

Ann. 15.35% (Sharpe / Sortino numerator)

Volatility

16.41%

Sharpe ratio

0.715

VaR 95%

-1.76%

CVaR 95%: -2.07%
Max drawdown: -14.65%
Sortino ratio: 1.120
Calmar ratio: 1.05

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.89%

Ann. 29.68% (Sharpe / Sortino numerator)

Volatility

15.49%

Sharpe ratio

1.682

VaR 95%

-1.68%

CVaR 95%: -2.11%
Max drawdown: -16.17%
Sortino ratio: 2.480
Calmar ratio: 1.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

31.01%

Ann. 14.52% (Sharpe / Sortino numerator)

Volatility

21.49%

Sharpe ratio

0.505

VaR 95%

-2.23%

CVaR 95%: -3.19%
Max drawdown: -23.89%
Sortino ratio: 0.666
Calmar ratio: 0.61

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

73.71%

Ann. 23.36% (Sharpe / Sortino numerator)

Volatility

19.94%

Sharpe ratio

0.987

VaR 95%

-2.01%

CVaR 95%: -2.94%
Max drawdown: -23.89%
Sortino ratio: 1.295
Calmar ratio: 0.98

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.064%

Best day

3.908%

31/03/2026
Worst day

-3.429%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $43.74 $43.81 $43.06 $43.25 237,500
15/07/2026 $44.16 $44.16 $43.55 $44.09 291,100
14/07/2026 $43.83 $44.04 $43.58 $43.94 438,600
13/07/2026 $43.75 $43.87 $43.34 $43.41 315,500
10/07/2026 $43.85 $44.19 $43.62 $44.19 184,800
09/07/2026 $43.63 $43.96 $43.38 $43.89 180,100
08/07/2026 $42.80 $43.36 $42.70 $43.33 285,400
07/07/2026 $43.24 $43.34 $42.80 $43.17 288,600
06/07/2026 $43.38 $43.73 $43.29 $43.62 275,900
02/07/2026 $43.53 $43.80 $42.66 $43.00 377,600